A weighted dual criterion for stochastic equivalent linearization method

N. D. Anh, N. N. Linh


A weighted dual mean square criterion for stochastic equivalent linearization method is considered in which the forward and backward replacements are weighted. The normalized weighting coefficient is suggested as a piecewise linear function of the squared correlation coefficient and is defined by the least square method based on the data of Lutes-Sarkani oscillator. The application to two typical nonlinear systems subjected to random excitation shows accurate approximations when the nonlinearity varies from the weak to strong levels.


Stochastic equivalent linearization; weighted dual criterion; weighting coefficient

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DOI: https://doi.org/10.15625/0866-7136/36/4/5106 Display counter: Abstract : 96 views. PDF : 38 views.


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